+83.0%
PL vs LH
+51.4%
+31.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.5% |
| 7D | -9.3% | -2.5% | -6.9% | -8.1% |
| 30D | -18.9% | +4.3% | -23.3% | -20.7% |
| 3M | -58.4% | +25.5% | -83.9% | -63.4% |
| 6M | -30.3% | +17.0% | -47.3% | -36.3% |
| YTD | -8.1% | +31.3% | -39.4% | -21.9% |
| 1Y | +180.5% | +20.0% | +160.5% | +150.3% |
| 3Y | +444.1% | +63.9% | +380.3% | +304.1% |
| 5Y | +83.0% | +30.9% | +52.2% | +37.2% |
| All | +83.0% | +51.4% | +31.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling